+246.1%
MTSI vs DGX
+96.8%
+149.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.1% |
| 7D | +4.9% | -0.3% | +5.2% | +4.9% |
| 30D | -11.6% | -1.2% | -10.4% | -11.6% |
| 3M | -24.1% | +19.9% | -44.0% | -23.6% |
| 6M | +32.4% | +19.2% | +13.2% | +33.1% |
| YTD | +60.4% | +37.5% | +23.0% | +61.0% |
| 1Y | +111.0% | +31.3% | +79.7% | +111.7% |
| 3Y | +246.1% | +96.6% | +149.5% | +238.3% |
| All | +246.1% | +96.8% | +149.3% | +238.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling